Represents the accrual of interest expense during the period related to the hedged borrowings.

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Represents the net accrual of interest income during the period related to the interest rate contracts.

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The reduction to the maximum loss due to netting arrangements if the counterparties to the derivative instruments fail to meet their obligations.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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-Publisher FASB

-Name Accounting Standards Codification

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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The amount of net gain (loss) reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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The net gain (loss) recognized in earnings during the period due to the ineffectiveness on interest rate fair value hedges.

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Amount of unrealized gain (loss) included in earnings related to the fair value of the hedged item in an interest rate fair value hedge, offset by the gain (loss) on the hedging instrument to the extent that the fair value hedge is determined to be effective.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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Aggregate notional amount of all derivatives designated as cash flow hedging instruments. The notional amount relates to a number of currency units, shares, bushels, pounds, or other units specified in a derivative instrument.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Derivative Instruments (Details) (USD $) In Millions, unless otherwise specified	6 Months Ended			6 Months Ended		12 Months Ended	6 Months Ended		12 Months Ended	3 Months Ended		6 Months Ended
	Apr. 30, 2013	Oct. 31, 2012	Apr. 30, 2012	Apr. 30, 2013 Derivative Instruments	Apr. 30, 2012 Derivative Instruments	Oct. 31, 2012 Derivative Instruments	Apr. 30, 2013 Derivative Instruments John Deere	Apr. 30, 2012 Derivative Instruments John Deere	Oct. 31, 2012 Derivative Instruments John Deere	Apr. 30, 2013 Interest Rate Contracts	Apr. 30, 2012 Interest Rate Contracts	Apr. 30, 2013 Interest Rate Contracts	Apr. 30, 2012 Interest Rate Contracts	Oct. 31, 2012 Interest Rate Contracts	Apr. 30, 2013 Cross-Currency Interest Rate Contracts	Oct. 31, 2012 Cross-Currency Interest Rate Contracts	Apr. 30, 2012 Cross-Currency Interest Rate Contracts
Derivative Instruments
Reduction in maximum loss if derivative counterparties fail to meet obligations - collateral received	$ 16	$ 36	$ 29
Reduction in maximum loss if derivative counterparties fail to meet obligations - netting provisions	56	63	66
Derivative instruments
Aggregate liability positions for derivatives with credit-risk-related contingent features				0	0	0
Maximum loss if derivative counterparties fail to meet obligations				201	241	230	343	252	341
Cash Flow Hedges
Notional amount of cash flow hedge derivatives										3,350	1,600	3,350	1,600	2,850	746	853	853
Cash flow hedge loss recorded in OCI to be reclassified within twelve months	7
Maximum maturity of cash flow hedge interest rate and cross-currency interest rate contracts	20 months
Gains or losses reclassified from OCI to earnings	0
Gain (Loss) on Fair Value Hedges
Gains (losses) on interest rate contracts										71.1	(20.0)	0.2	85.3
Net accrued interest income on interest rate contracts										38.9	35.9	75.1	74.5
Gains (losses) on borrowings										(70.7)	15.0	2.4	(93.5)
Accrued interest expense on borrowings										62.3	66.0	123.6	131.8
Fair Value Hedges
Notional amount of interest rate fair value hedge derivatives										8,340	8,546	8,340	8,546	8,688
Gain (Loss) on ineffective portion of interest rate fair value hedge derivatives										$ 0	$ (5)	$ 3	$ (8)